Approximation des dissimilarités par des arbres additifs
Approximation d'une préordonnance par une partition
Approximation gaussienne d'algorithmes stochastiques à dynamique markovienne
Approximation of finite-dimensional distributions for integrals driven by α-stable Lévy motion
We present a method of numerical approximation for stochastic integrals involving α-stable Lévy motion as an integrator. Constructions of approximate sums are based on the Poissonian series representation of such random measures. The main result gives an estimate of the rate of convergence of finite-dimensional distributions of finite sums approximating such stochastic integrals. Stochastic integrals driven by such measures are of interest in constructions of models for various problems arising...
Approximation of reliability for a large system with non-markovian repair-times
Approximation of Reliability for a large system with non-markovian repair-times
Consider a system of many components with constant failure rate and general repair rate. When all components are reliable and easily reparable, the reliability of the system can be evaluated from the probability q of failure before restoration. In [14], authors give an asymptotic approximation by monotone sequences. In the same framework, we propose, here, a bounding for q and apply it in the ageing property case.
Approximation of the fractional Brownian sheet VIA Ornstein-Uhlenbeck sheet
A stochastic “Fubini” lemma and an approximation theorem for integrals on the plane are used to produce a simulation algorithm for an anisotropic fractional Brownian sheet. The convergence rate is given. These results are valuable for any value of the Hurst parameters Finally, the approximation process is iterative on the quarter plane A sample of such simulations can be used to test estimators of the parameters αi,i = 1,2.
Approximation of the Steady State System State Distribution of the M/G/1 Retrial Queue With Impatient Customers
Approximation par des intégrales de Stieltjes-Lebesgue d’intégrales stochastiques relatives au mouvement brownien indexé par
Approximation par des intégrales de Stieltjes-Lebesgue d’intégrales stochastiques relatives au mouvement brownien indexé par
Approximation von entarteten linearen Modellen durch Modelle mit vollem Rang.
Approximations and Time-Discretization in Testing One-Sided Hypotheses for the Mean of a Gaussian Process.
Approximations et majorations optimales des statistiques d'ordre d'un échantillon
Approximations for Markov decision problems
Approximations of believability functions under incomplete identification of sets of compatible states
Approximations of the distribution of the sum of random variables from the generalized logistic distribution
Approximative solutions of stochastic optimization problems
The aim of this paper is to present some ideas how to relax the notion of the optimal solution of the stochastic optimization problem. In the deterministic case, -minimal solutions and level-minimal solutions are considered as desired relaxations. We call them approximative solutions and we introduce some possibilities how to combine them with randomness. Relations among random versions of approximative solutions and their consistency are presented in this paper. No measurability is assumed, therefore,...
AR models with uniformly distributed noise
AR models are frequently used but usually with normally distributed white noise. In this paper AR model with uniformly distributed white noise are introduces. The maximum likelihood estimation of unknown parameters is treated, iterative method for the calculation of estimates is presented. A numerical example of this procedure and simulation results are also given.
AR(1) processes with given moments of marginal distribution
Are Robust Estimation Methods Useful in the Structural Errors-in-Variables Model?.